+1,581.2%
HWM vs NYT
+566.6%
+1,014.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.0% |
| 7D | -8.0% | -1.6% | -6.4% | -7.7% |
| 30D | -18.0% | +2.8% | -20.8% | -18.7% |
| 3M | -9.5% | -9.2% | -0.3% | -7.8% |
| 6M | -8.4% | -17.1% | +8.7% | -4.3% |
| YTD | +13.6% | -3.2% | +16.9% | +13.0% |
| 1Y | +30.2% | +15.7% | +14.5% | +22.3% |
| 3Y | +392.2% | +55.7% | +336.5% | +313.4% |
| 5Y | +645.2% | +39.4% | +605.8% | +528.8% |
| All | +1,581.2% | +566.6% | +1,014.6% | +726.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling